Test for randomness of the technology parameter in a stochastic frontier regression model

T. V. Ramanathan; Chanchala Ghadge

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Test for randomness of the technology parameter in a stochastic frontier regression model

机译：在随机前沿回归模型中测试技术参数的随机性

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This paper considers the problem of testing for randomness of the technology parameter in a stochastic frontier regression model. A test statistic is proposed and its asymptotic distribution theory is discussed. Simulation results show that the proposed test maintains its level and also quite powerful against various alternatives. An empirical investigation has been carried out by applying the suggested test procedure to the data set on electric utility companies. The results are consistent with the general finding that the technology parameter of the stochastic frontier model used for modeling these data is random.

机译：本文考虑了在随机前沿回归模型中测试技术参数的随机性的问题。提出了检验统计量，并讨论了其渐近分布理论。仿真结果表明，所提出的测试保持了其水平，并且在针对各种备选方案的测试中也相当强大。通过将建议的测试程序应用于电力公司的数据集，进行了实证研究。结果与一般发现一致，即用于对这些数据进行建模的随机边界模型的技术参数是随机的。

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来源
《Statistical Methods and Applications》 |2010年第3期|P.319-331|共13页
作者
T. V. Ramanathan; Chanchala Ghadge;
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作者单位

Department of Statistics, University of Pune, Pune 411007, India;

Department of Statistics, University of Pune, Pune 411007, India;

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原文格式 PDF
正文语种 eng
中图分类
关键词
random coefficient models; stochastic frontier models; technical efficiency; test for randomness;

机译：随机系数模型;随机前沿模型;技术效率;测试随机性;

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Test for randomness of the technology parameter in a stochastic frontier regression model

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